CBOE EFA ETF Volatility Index

EURO STOXX 50 Volatility Index

This asset is not actively trading

{type} for {date}

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	param	t-stat
$ω$	0.9307	1.79
$α$	0.0961	7.57
$β$	0.8920	49.29
$γ_{1}$	0.0549	0.21
$γ_{2}$	0.1065	0.29
$γ_{3}$	-0.3991	-1.72
$γ_{4}$	0.3313	1.48
$γ_{5}$	0.0304	0.17
$γ_{6}$	-1.2736	-4.60

V-Lab

Prelios SpA Spline-GARCH Volatility Analysis

This asset is not actively trading

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Prelios SpA Analyses